sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Version 0.2.1

It combines maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance-covariance matrices, two procedures, and unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures.

Browse man pages Browse package API and functions Browse package files

AuthorAmeur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]
Date of publication2016-07-27 23:21:43
MaintainerTimothy Schwinghamer <schwinghamer@hotmail.com>
LicenseMIT + file LICENSE
Version0.2.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sEparaTe")

Man pages

data2d: Two dimensional data set
data3d: Three dimensional data set
lrt2d_svc: Unbiased modified likelihood ratio test for simple...
lrt3d_svc: An unbiased modified likelihood ratio test for double...
mle2d_svc: Maximum likelihood estimation of the parameters of a matrix...
mle3d_svc: Maximum likelihood estimation of the parameters of a...
sEparaTe: MLE and LRT functions for separable variance-covariance...

Functions

data2d Man page
data3d Man page
lrt2d_svc Man page Source code
lrt3d_svc Man page Source code
mle2d_svc Man page Source code
mle3d_svc Man page Source code
sEparaTe Man page
sEparaTe-package Man page

Files

NAMESPACE
data
data/data3d.RData
data/data2d.RData
R
R/data2d.R
R/data3d.R
R/sEparaTe.R
R/mle2d_svc.R
R/lrt2d_svc.R
R/lrt3d_svc.R
R/mle3d_svc.R
MD5
DESCRIPTION
man
man/data3d.Rd
man/lrt2d_svc.Rd
man/sEparaTe.Rd
man/data2d.Rd
man/mle2d_svc.Rd
man/lrt3d_svc.Rd
man/mle3d_svc.Rd
LICENSE
sEparaTe documentation built on May 19, 2017, 7:05 p.m.